+1,558.2%
ADM vs HSY
+4,411.2%
-2,853.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | +0.8% |
| 7D | -7.8% | +1.3% | -9.1% | -8.3% |
| 30D | -12.6% | +6.6% | -19.2% | -14.8% |
| 3M | -8.2% | -4.1% | -4.1% | -7.2% |
| 6M | -8.9% | -5.2% | -3.7% | -8.0% |
| YTD | +24.0% | -2.5% | +26.5% | +22.9% |
| 1Y | +26.2% | +4.7% | +21.4% | +21.6% |
| 3Y | +7.0% | +0.6% | +6.4% | +2.7% |
| 5Y | +24.9% | +11.7% | +13.2% | +14.4% |
| 10Y | +102.6% | +120.0% | -17.3% | +42.5% |
| All | +1,558.2% | +4,411.2% | -2,853.0% | +257.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HSY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling